Last price paid | 0.007 | |
Change | +600.00% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 07.03.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 03.10.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -96.33% |
Year to date (YTD) | -53.33% |
1 month | n.a. |
3 months | -53.33% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.15 |
Underlying price on issue | 45.89 |
Premium | 0.71% |
Premium p.a. | 5.88% |
Leverage | 9.94 |
Implied volatility | 0.80 |
ISIN | CH1268393902 |
Symbol | BAYU2Z |
Security | 126839390 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Bayer N, DE000BAY0017 |
Underlying ISIN | DE000BAY0017 |
Strike | 50.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 26.09.2023 |
Premium | 70.89% |
Premium p.a. | 588.02% |
Leverage | 261.73 |
Implied volatility | 79.64% |
Moneyness | out-of-the-money |
Leverage | 9.9442 |
Delta | 0.0380 |
Gamma | 0.0005 |
Theta | -0.0004 |
Rho | 0.0001 |
Vega | 0.0004 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 50.11 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 532.20 |
SONOVA HLDG N | 297.50 |
Partners Group Ho... | 1'279.00 |
GEBERIT N | 566.20 |
Sika AG | 283.40 |
Name | Price |
---|---|
NOVARTIS N | 93.30 |
Compagnie Financi... | 136.55 |
LOGITECH INT. | 80.60 |
ZURICH INSURANCE | 453.30 |
Swiss Re | 103.70 |